Windows Media Player only creates and amends playlists on the PC not the mobile device.
Even worse - you can't even transfer playlists unless you do a full synchronise of the the device / card with the library on the PC using Windows Media Player.
This is a real pain when you have more in your library than will fit on the card.
Unless somebody knows how to transfer playlists from Windows Media Player to a mobile device / card when doing a manual selective synchronise